-95.4%
COOK vs VT
+64.1%
-159.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.7% |
| 7D | +7.3% | -1.6% | +8.9% | +10.3% |
| 30D | -4.1% | -2.5% | -1.6% | +0.1% |
| 3M | -23.8% | -1.3% | -22.5% | -22.3% |
| 6M | +24.4% | +3.1% | +21.3% | +16.9% |
| YTD | -5.7% | +10.9% | -16.7% | -23.0% |
| 1Y | +11.9% | +12.1% | -0.2% | -9.4% |
| 3Y | -65.0% | +73.9% | -138.9% | -87.1% |
| 5Y | -95.2% | +58.0% | -153.2% | -97.7% |
| All | -95.4% | +64.1% | -159.5% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling